| Trading Metrics calculated at close of trading on 08-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2020 |
08-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
26,180 |
26,999 |
819 |
3.1% |
25,336 |
| High |
27,192 |
27,431 |
239 |
0.9% |
27,192 |
| Low |
26,088 |
26,906 |
818 |
3.1% |
24,970 |
| Close |
26,937 |
27,405 |
468 |
1.7% |
26,937 |
| Range |
1,104 |
525 |
-579 |
-52.4% |
2,222 |
| ATR |
632 |
624 |
-8 |
-1.2% |
0 |
| Volume |
1,135 |
933 |
-202 |
-17.8% |
3,052 |
|
| Daily Pivots for day following 08-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,822 |
28,639 |
27,694 |
|
| R3 |
28,297 |
28,114 |
27,550 |
|
| R2 |
27,772 |
27,772 |
27,501 |
|
| R1 |
27,589 |
27,589 |
27,453 |
27,681 |
| PP |
27,247 |
27,247 |
27,247 |
27,293 |
| S1 |
27,064 |
27,064 |
27,357 |
27,156 |
| S2 |
26,722 |
26,722 |
27,309 |
|
| S3 |
26,197 |
26,539 |
27,261 |
|
| S4 |
25,672 |
26,014 |
27,116 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
33,032 |
32,207 |
28,159 |
|
| R3 |
30,810 |
29,985 |
27,548 |
|
| R2 |
28,588 |
28,588 |
27,344 |
|
| R1 |
27,763 |
27,763 |
27,141 |
28,176 |
| PP |
26,366 |
26,366 |
26,366 |
26,573 |
| S1 |
25,541 |
25,541 |
26,733 |
25,954 |
| S2 |
24,144 |
24,144 |
26,530 |
|
| S3 |
21,922 |
23,319 |
26,326 |
|
| S4 |
19,700 |
21,097 |
25,715 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
27,431 |
25,172 |
2,259 |
8.2% |
596 |
2.2% |
99% |
True |
False |
745 |
| 10 |
27,431 |
24,313 |
3,118 |
11.4% |
571 |
2.1% |
99% |
True |
False |
548 |
| 20 |
27,431 |
22,629 |
4,802 |
17.5% |
593 |
2.2% |
99% |
True |
False |
367 |
| 40 |
27,431 |
22,629 |
4,802 |
17.5% |
599 |
2.2% |
99% |
True |
False |
243 |
| 60 |
27,431 |
17,992 |
9,439 |
34.4% |
877 |
3.2% |
100% |
True |
False |
246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
29,662 |
|
2.618 |
28,806 |
|
1.618 |
28,281 |
|
1.000 |
27,956 |
|
0.618 |
27,756 |
|
HIGH |
27,431 |
|
0.618 |
27,231 |
|
0.500 |
27,169 |
|
0.382 |
27,107 |
|
LOW |
26,906 |
|
0.618 |
26,582 |
|
1.000 |
26,381 |
|
1.618 |
26,057 |
|
2.618 |
25,532 |
|
4.250 |
24,675 |
|
|
| Fisher Pivots for day following 08-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
27,326 |
27,164 |
| PP |
27,247 |
26,923 |
| S1 |
27,169 |
26,683 |
|